ESMV vs. IWM
Compare and contrast key facts about iShares ESG MSCI USA Min Vol Factor ETF (ESMV) and iShares Russell 2000 ETF (IWM).
ESMV and IWM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESMV is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Extended ESG Reduced Carbon Target Index - Benchmark TR Gross. It was launched on Nov 2, 2021. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000. Both ESMV and IWM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESMV vs. IWM - Performance Comparison
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ESMV vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ESMV iShares ESG MSCI USA Min Vol Factor ETF | -1.84% | 5.34% | 13.06% | 12.20% | -11.08% | 3.20% |
IWM iShares Russell 2000 ETF | 0.93% | 12.66% | 11.38% | 16.83% | -20.48% | -6.47% |
Returns By Period
In the year-to-date period, ESMV achieves a -1.84% return, which is significantly lower than IWM's 0.93% return.
ESMV
- 1D
- 1.49%
- 1M
- -5.31%
- YTD
- -1.84%
- 6M
- -2.50%
- 1Y
- 0.08%
- 3Y*
- 8.74%
- 5Y*
- —
- 10Y*
- —
IWM
- 1D
- 3.50%
- 1M
- -4.96%
- YTD
- 0.93%
- 6M
- 3.02%
- 1Y
- 25.66%
- 3Y*
- 12.94%
- 5Y*
- 3.34%
- 10Y*
- 9.76%
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ESMV vs. IWM - Expense Ratio Comparison
ESMV has a 0.18% expense ratio, which is lower than IWM's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
ESMV vs. IWM — Risk / Return Rank
ESMV
IWM
ESMV vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA Min Vol Factor ETF (ESMV) and iShares Russell 2000 ETF (IWM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ESMV | IWM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.01 | 1.11 | -1.11 |
Sortino ratioReturn per unit of downside risk | 0.10 | 1.66 | -1.56 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.21 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.10 | 1.82 | -1.73 |
Martin ratioReturn relative to average drawdown | 0.36 | 6.76 | -6.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESMV | IWM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | 1.11 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.15 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.34 | -0.02 |
Correlation
The correlation between ESMV and IWM is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ESMV vs. IWM - Dividend Comparison
ESMV's dividend yield for the trailing twelve months is around 1.70%, more than IWM's 1.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESMV iShares ESG MSCI USA Min Vol Factor ETF | 1.70% | 1.56% | 1.71% | 1.75% | 1.66% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWM iShares Russell 2000 ETF | 1.02% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
Drawdowns
ESMV vs. IWM - Drawdown Comparison
The maximum ESMV drawdown since its inception was -19.77%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for ESMV and IWM.
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Drawdown Indicators
| ESMV | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.77% | -59.05% | +39.28% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -13.74% | +4.28% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.91% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.13% | — |
Current DrawdownCurrent decline from peak | -5.31% | -7.91% | +2.60% |
Average DrawdownAverage peak-to-trough decline | -5.46% | -10.83% | +5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 3.70% | -1.16% |
Volatility
ESMV vs. IWM - Volatility Comparison
The current volatility for iShares ESG MSCI USA Min Vol Factor ETF (ESMV) is 3.38%, while iShares Russell 2000 ETF (IWM) has a volatility of 7.47%. This indicates that ESMV experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESMV | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 7.47% | -4.09% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 14.47% | -6.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.76% | 23.18% | -9.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.40% | 22.55% | -9.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.40% | 22.99% | -9.59% |